+2,263.8%
ICE vs EFV
+242.2%
+2,021.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.6% |
| 7D | -1.2% | +1.0% | -2.1% | -2.0% |
| 30D | +5.0% | +0.2% | +4.8% | +4.8% |
| 3M | +13.9% | +9.6% | +4.3% | +4.8% |
| 6M | -4.4% | +14.0% | -18.4% | -15.6% |
| YTD | -1.9% | +18.5% | -20.4% | -16.6% |
| 1Y | -8.1% | +27.9% | -36.0% | -27.1% |
| 3Y | +42.5% | +92.4% | -49.9% | -23.2% |
| 5Y | +40.6% | +97.2% | -56.5% | -27.1% |
| 10Y | +217.1% | +163.0% | +54.1% | +18.2% |
| All | +2,263.8% | +242.2% | +2,021.6% | +608.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling